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Filtered renewal processes with a two-sided impact function

Published:1979-12 Issue:4 Volume:16 Page:813-821
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Andersen Per Kragh

Abstract

An expression for the characteristic function of a stationary filtered renewal process with a two-sided impact function is derived, and formulae for the moments are obtained.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference14 articles.

1. Environmental impacts of highway traffic as two-sided filtered Markov renewal processes;Marcus;J. R. Statist. Soc.,1974

2. Renewal theory and its ramifications;Smith;J. R. Statist. Soc.,1958

3. On the noise generated by a stream of vehicles

4. Asymptotic renewal functions;Smith;Proc. R. Soc. Edinburgh A,1954

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An Application of Filtered Renewal Processes in Hydrology;International Journal of Engineering Mathematics;2014-05-05

2. Qualitative and asymptotic properties of stochastic integrals related to random marked point processes;Optimization;1987-01

3. Poisson bounds for moments of shot noise processes;Statistics;1985-01

4. Regularity of traffic noise signals;Journal of Sound and Vibration;1982-01

5. A note on filtered Markov renewal processes;Journal of Applied Probability;1981-09

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